| Gfdiff {EwR} | R Documentation |
Generalized differencing methods
Description
This function uses generalized differencing method for correction autocorrelation.
Usage
Gfdiff(y, x)
Arguments
y |
series name |
x |
series name, |
References
Selahattin Güriş, Ebru Çağlayan Akay, Burak Güriş, R ile Temel Ekonometri, DER Yayinevi, 2020.
Examples
IHR = REcoData$IHR
ITH = REcoData$ITH
Gfdiff(IHR, ITH)
[Package EwR version 1.4 Index]